search for: fit3sls

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2002 Feb 12
1
getting quotes out of matrix?
...hat is the best way to generate the groups. I've generated a matrix that contains the residuals and groups, but the values all have quotes around them. 1) how do I get rid of the quotes? 2) is this an acceptable method for testing for model bias? # this is the test code... signif <- symnum(fit3sls[[2]]$residuals, corr = FALSE, na = FALSE, cutpoints = c(-5,.1,.2,.3,.4, 5), symbols = c("A","B","C","D","E")) table <- cbind( fit3sls[[2]]$residuals, signif ) colnames(table) <- c("resid","group") # prints fine...
2002 Feb 28
1
trying to build matrix for tests...
...sid", "group")) : attempt to set an attribute on NULL and > attach( rt ) Error in attach(rt) : attach only works for lists and data frames the code that I use to build the matrix is : # break up the classes into cats and test for departure from zero signif <- symnum(fit3sls[[2]]$residuals, corr = FALSE, na = FALSE, cutpoints = c(-5,.1,.2,.3,.4, 5), symbols = c("A","B","C","D","E")) rt <- noquote( cbind( fit3sls[[2]]$residuals, signif ) ) colnames(table) <- c("resid","group") boxpl...
2012 Oct 28
6
Hausman test in R
Hi there, I am really new to statistics in R and statistics itself as well. My situation: I ran a lot of OLS regressions with different independent variables. (using the lm() function). After having done that, I know there is endogeneity due to omitted variables. (or perhaps due to any other reasons). And here comes the Hausman test. I know this test is used to identify endogeneity. But what I